MAPA
Multiple Aggregation Prediction Algorithm
Fotios Petropoulos, Nikolaos Kourentzes
Last update: 16 November 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.0.5, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9.1, 1.9, 2.0.1, 2.0.2, 2.0.4, 2.0.6
Functions and wrappers for using the Multiple Aggregation Prediction Algorithm (MAPA) for time series forecasting. MAPA models and forecasts time series at multiple temporal aggregation levels, thus strengthening and attenuating the various time series components for better holistic estimation of its structure. For details see Kourentzes et al. (2014) <doi:10.1016/j.ijforecast.2013.09.006>.
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